+3,785.3%
O vs EL
+1,792.3%
+1,993.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.3% |
| 7D | +3.7% | +0.8% | +2.9% | +3.4% |
| 30D | +11.2% | +16.5% | -5.3% | +6.9% |
| 3M | -4.0% | +29.2% | -33.2% | -10.5% |
| 6M | -5.2% | +27.9% | -33.1% | -12.0% |
| YTD | +9.5% | +6.2% | +3.3% | +4.7% |
| 1Y | +10.6% | +27.2% | -16.6% | +0.7% |
| 3Y | +38.1% | +3.2% | +34.9% | +25.0% |
| 5Y | +10.2% | -66.0% | +76.2% | +32.0% |
| 10Y | +71.4% | +58.3% | +13.1% | +30.6% |
| All | +3,785.3% | +1,792.3% | +1,993.0% | +1,536.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling